Anic Equity¶

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Total return since start: 0.605 %¶

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Equity now: -----------------------------> 49027.92 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41406.32 Kr¶

PnL: ---------------------------------------> -88.96 Kr¶

DD now: ---------------------------------> -7.704 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:09:03.833538'

Anic Portfolio¶

Today¶

Return: -0.558 %¶

This Week¶

Return: -0.558 %¶

Total portfolio value¶

Return including deposits: 60.505 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.480000 1674.540000 207.000000 14.110000 1467.540000
HEXPOL B 9 0.610000 1035.000000 17.100000 1.680000 1017.900000
JM 6 1.250000 873.000000 10.800000 1.250000 862.200000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Byggmax Group 33 0.550000 959.640000 5.280000 0.550000 954.360000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Atrium Ljungberg B 5 0.480000 937.500000 4.500000 0.480000 933.000000
Sagax B 4 0.230000 854.000000 2.000000 0.230000 852.000000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
EQT 4 0.100000 830.400000 0.800000 0.100000 829.600000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Gränges 9 -0.100000 925.200000 -0.900000 -0.100000 926.100000
Catena 2 -0.150000 788.400000 -1.200000 -0.150000 789.600000
ASSA ABLOY B 3 -0.190000 775.500000 -1.500000 -0.190000 777.000000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Orrön Energy 180 -0.260000 2034.900000 -2.700000 -0.130000 2037.600000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
Hexatronic Group 12 -0.750000 957.360000 -7.200000 -0.750000 964.560000
OX2 13 -1.030000 937.950000 -9.750000 -1.030000 947.700000
Alimak Group 11 -1.430000 913.000000 -13.200000 -1.430000 926.200000
Addnode Group B 11 -1.440000 905.300000 -13.200000 -1.440000 918.500000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
Latour B 4 -2.850000 830.800000 -24.400000 -2.850000 855.200000
Hexagon B 26 -0.830000 3422.900000 -28.600000 -0.830000 3451.500000
Indutrade 5 -2.510000 1184.000000 -30.500000 -2.510000 1214.500000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
BHG Group 97 -2.400000 1421.050000 -33.950000 -2.330000 1455.000000
Bufab 3 -3.420000 1068.600000 -37.800000 -3.420000 1106.400000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Vitec Software Group B 2 -5.260000 1027.000000 -57.000000 -5.260000 1084.000000
TOTAL 41396.890000 -98.390000 -7.72182% 41495.280000

Updated:¶

'2023-07-03 10:07:08.741174'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶